Start with a hook. What is the core question this post answers? Why should someone who knows nothing about this topic care?
CAGR
18.4%
Max Drawdown
-22.1%
Sharpe Ratio
1.34
The Setup
Explain the strategy, the hypothesis, or the concept. What are you testing? What rules define the system?
The goal is not to predict the market — it is to define rules that survive it.
The Data
Universe, time period, data source. Be specific. Reproducibility matters.
[ Chart: paste <img> or embed D3 script here ]
Figure 1 — Equity curve comparison, 2010–2024
Entry Rules
Define exactly when a position is opened. No ambiguity.
Exit Rules
Define exactly when a position is closed — both winners and losers.
Results
Show the numbers. Then interpret them honestly, including weaknesses.
# Python snippet example
returns = portfolio.pct_change().dropna()
sharpe = returns.mean() / returns.std() * (252 ** 0.5)
print(f"Annualized Sharpe: {sharpe:.2f}")What This Means
So what? What should a reader take away and potentially apply?